LeaderShares AlphaFactor US Core Equity ETF (LSAF)

47.24 +0.39 (+0.83%) USD  |  NYSEARCA  |  Feb 24, 16:00
47.08 -0.16 (-0.33%) After-Hours: 20:00
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LSAF Historical Sortino (5Y)

Historical Sortino (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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VanEck Morningstar SMID Moat ETF --
Invesco Bloomberg MVP Multi-Factor ETF Upgrade
Timothy Plan US Large/Mid Cap Core ETF Upgrade
State Street SPDR Portfolio S&P 400 Mid Cap ETF Upgrade
Schwab US Mid-Cap ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade